+151.7%
HYG vs DTE
+571.1%
-419.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -0.1% |
| 30D | -0.7% | -4.4% | +3.7% | +0.3% |
| 3M | -0.2% | -8.3% | +8.1% | +1.7% |
| 6M | +1.4% | -8.1% | +9.5% | +3.1% |
| YTD | +1.5% | +4.4% | -3.0% | +0.1% |
| 1Y | +2.9% | +0.2% | +2.7% | +2.4% |
| 3Y | +25.6% | +42.6% | -17.0% | +14.1% |
| 5Y | +18.6% | +31.5% | -12.9% | +8.9% |
| 10Y | +55.7% | +138.2% | -82.5% | +18.7% |
| All | +151.7% | +571.1% | -419.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling